RFR WG: Difference between revisions
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imported>Doug Williamson (Add alternative abbreviation.) |
imported>Doug Williamson (Update links.) |
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*[[SOFR]] | *[[SOFR]] | ||
*[[SONIA]] | *[[SONIA]] | ||
*[[ | *[[Working Group on Sterling Risk-Free Reference Rates]] | ||
==Other links== | |||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | *[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | ||
[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | *[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | ||
[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark] | *[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark] | ||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | *[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 14:27, 27 April 2022
Risk-free reference rates.
Risk-Free Rate Working Groups.
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).
Sometimes written RFRWG, without the space.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
